The Diels-Alder (DA) reaction is particularly desirable for the preparation of heat-stimuli self-healing polymeric materials because of its thermal reversibility, high yield, and minimal side reactions. Some attempts were conducted to synthesize polyethermaleimide-based crosslinked self-healing polyurethane with DA bonds (C-PEMIPU-DA) through the reactions of the prepolymer (polymeric MDI/PBA-1000) functionalized by furfuryl amine and polyether-maleimide without benzene in this study. The structures of intermediates and C-PEMIPU-DA were first confirmed by 1 H-NMR, Fourier transform infrared spectroscopy, and differential scanning calorimetry. Next, the thermal reversibility and the self-healing performance of C-PEMIPU-DA were studied by 1 H-NMR, polarizing optical microscopy, tensile testing, and a sol-gel process. The results show that C-PEMIPU-DA exhibited interesting properties of thermal reversibility and self-healing. The polymers could be applied to self-healing materials or recyclable materials in the fields of the repair of composite structures and aging parts because of their thermosetting properties at room temperature and thermoplasticity at higher temperatures.